Effects of fast noises on long-range correlations

DOI10.1016/J.CPC.2010.08.001MaRDI QIDQ546975zbMATH OpenOpenAlexFDO

Authors Shin Ichi Tadaki

Publication date 30 June 2011

Published in Computer Physics Communications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cpc.2010.08.001

zbMATH Keywords

detrended fluctuation analysisshort-range noises

Mathematics Subject Classification ID

Inference from stochastic processes (62M99)

Recommendations

• Detecting long-range correlations with detrended fluctuation analysis
• Nonlinear filtering properties of detrended fluctuation analysis
• Asymptotic Properties of the Detrended Fluctuation Analysis of Long-Range-Dependent Processes
• Minimizing the effect of periodic and quasi-periodic trends in detrended fluctuation analysis
• Multifractal detrended fluctuation analysis of nonstationary time series

Cited in

(1)

• An Averaging Principle for Fast Degrees of Freedom Exhibiting Long-Term Correlations

This page was built for publication: Effects of fast noises on long-range correlations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q546975)